Ergodic Randomized Algorithms and Dynamics over Networks

التفاصيل البيبلوغرافية
العنوان: Ergodic Randomized Algorithms and Dynamics over Networks
المؤلفون: Ravazzi, Chiara, Frasca, Paolo, Tempo, Roberto, Ishii, Hideaki
سنة النشر: 2013
المجموعة: Computer Science
مصطلحات موضوعية: Computer Science - Systems and Control
الوصف: Algorithms and dynamics over networks often involve randomization, and randomization may result in oscillating dynamics which fail to converge in a deterministic sense. In this paper, we observe this undesired feature in three applications, in which the dynamics is the randomized asynchronous counterpart of a well-behaved synchronous one. These three applications are network localization, PageRank computation, and opinion dynamics. Motivated by their formal similarity, we show the following general fact, under the assumptions of independence across time and linearities of the updates: if the expected dynamics is stable and converges to the same limit of the original synchronous dynamics, then the oscillations are ergodic and the desired limit can be locally recovered via time-averaging.
Comment: 11 pages; submitted for publication. revised version with fixed technical flaw and updated references
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1309.1349
رقم الانضمام: edsarx.1309.1349
قاعدة البيانات: arXiv